Hey- Thank you all for your thoughtful advice and suggestions. I so appreciate being able to turn to this forum for help and information.
You all asked for some additional information.
I am on a paid D1 ticket.
Yes, DL will pay for ground transport between JFK-LGA via a voucher on their contracted car service. But that may be penny-wise and pound-foolish. If time is tight, I'll shell out $30 bucks for a taxi/Lyft to make the connection instead of waiting in the queue at baggage claim to get my voucher. That cost is marginal given the total cost of this trip anyway!
The rationale for this routing is that there is no direct flight from Milan to Atlanta (at least on my travel date). And I am going to Madison, WI and there is no direct JFK-MSN, only LGA-MSN. So the NYC airport transfer is the only way to make the trip with only one connection.
There is a Plan B. With IRROPS I expect DL will just reroute me MXP-JFK-DTW-MSN OR MXP-AMS-ATL-MSN. Those are fine, but make it a much longer trip than the airport change in NYC. Given a paid J/F ticket, DL likely ensure I get a seat on an alternate flight if things get messed up.
Thank you again for taking the time to respond to my query.